Align order costs and rebalance priority with rqalpha
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@@ -41,6 +41,8 @@ pub enum OrderStatus {
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pub struct OrderEvent {
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#[serde(with = "date_format")]
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pub date: NaiveDate,
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#[serde(default)]
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pub order_id: Option<u64>,
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pub symbol: String,
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pub side: OrderSide,
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pub requested_quantity: u32,
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@@ -53,6 +55,8 @@ pub struct OrderEvent {
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pub struct FillEvent {
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#[serde(with = "date_format")]
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pub date: NaiveDate,
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#[serde(default)]
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pub order_id: Option<u64>,
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pub symbol: String,
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pub side: OrderSide,
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pub quantity: u32,
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